| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2,239.9 |
2,262.8 |
22.9 |
1.0% |
2,175.5 |
| High |
2,274.0 |
2,274.5 |
0.5 |
0.0% |
2,304.9 |
| Low |
2,224.1 |
2,212.1 |
-12.0 |
-0.5% |
2,170.9 |
| Close |
2,262.0 |
2,214.6 |
-47.4 |
-2.1% |
2,202.3 |
| Range |
49.9 |
62.4 |
12.5 |
25.1% |
134.0 |
| ATR |
43.5 |
44.9 |
1.3 |
3.1% |
0.0 |
| Volume |
233,109 |
279,584 |
46,475 |
19.9% |
1,499,247 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.9 |
2,380.2 |
2,248.9 |
|
| R3 |
2,358.5 |
2,317.8 |
2,231.8 |
|
| R2 |
2,296.1 |
2,296.1 |
2,226.0 |
|
| R1 |
2,255.4 |
2,255.4 |
2,220.3 |
2,244.6 |
| PP |
2,233.7 |
2,233.7 |
2,233.7 |
2,228.3 |
| S1 |
2,193.0 |
2,193.0 |
2,208.9 |
2,182.2 |
| S2 |
2,171.3 |
2,171.3 |
2,203.2 |
|
| S3 |
2,108.9 |
2,130.6 |
2,197.4 |
|
| S4 |
2,046.5 |
2,068.2 |
2,180.3 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.0 |
2,549.2 |
2,276.0 |
|
| R3 |
2,494.0 |
2,415.2 |
2,239.2 |
|
| R2 |
2,360.0 |
2,360.0 |
2,226.9 |
|
| R1 |
2,281.2 |
2,281.2 |
2,214.6 |
2,320.6 |
| PP |
2,226.0 |
2,226.0 |
2,226.0 |
2,245.8 |
| S1 |
2,147.2 |
2,147.2 |
2,190.0 |
2,186.6 |
| S2 |
2,092.0 |
2,092.0 |
2,177.7 |
|
| S3 |
1,958.0 |
2,013.2 |
2,165.5 |
|
| S4 |
1,824.0 |
1,879.2 |
2,128.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,285.5 |
2,188.7 |
96.8 |
4.4% |
55.3 |
2.5% |
27% |
False |
False |
255,703 |
| 10 |
2,304.9 |
2,064.8 |
240.1 |
10.8% |
58.3 |
2.6% |
62% |
False |
False |
296,008 |
| 20 |
2,304.9 |
2,026.5 |
278.4 |
12.6% |
43.2 |
2.0% |
68% |
False |
False |
229,476 |
| 40 |
2,304.9 |
2,015.2 |
289.7 |
13.1% |
39.1 |
1.8% |
69% |
False |
False |
152,893 |
| 60 |
2,304.9 |
1,993.7 |
311.2 |
14.1% |
36.3 |
1.6% |
71% |
False |
False |
101,983 |
| 80 |
2,304.9 |
1,937.1 |
367.8 |
16.6% |
37.8 |
1.7% |
75% |
False |
False |
76,535 |
| 100 |
2,304.9 |
1,937.1 |
367.8 |
16.6% |
35.3 |
1.6% |
75% |
False |
False |
61,235 |
| 120 |
2,304.9 |
1,937.1 |
367.8 |
16.6% |
29.5 |
1.3% |
75% |
False |
False |
51,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,539.7 |
|
2.618 |
2,437.9 |
|
1.618 |
2,375.5 |
|
1.000 |
2,336.9 |
|
0.618 |
2,313.1 |
|
HIGH |
2,274.5 |
|
0.618 |
2,250.7 |
|
0.500 |
2,243.3 |
|
0.382 |
2,235.9 |
|
LOW |
2,212.1 |
|
0.618 |
2,173.5 |
|
1.000 |
2,149.7 |
|
1.618 |
2,111.1 |
|
2.618 |
2,048.7 |
|
4.250 |
1,946.9 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,243.3 |
2,231.6 |
| PP |
2,233.7 |
2,225.9 |
| S1 |
2,224.2 |
2,220.3 |
|